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Strong consistency of the contraction mapping method for frequency estimation

机译:压缩映射方法在频率估计中的强一致性

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摘要

Some statistical properties in regard to the contraction mapping (CM) method are discussed. One of the requirements in this method is that the filter be parameterized to satisfy a certain fundamental property. The parameterization clearly depends on the normalized noise spectrum which theoretically has to be known or estimated a priori. If this information is available, one can first whiten the noise with a linear filter and then apply the CM method to the filtered data. In this way, the parameterization only needs to be done under the white noise assumption and filters like the AR(2) can be used by the CM method. In applications, however, prewhitening may not always be necessary.
机译:讨论了有关压缩映射(CM)方法的一些统计属性。该方法的要求之一是对滤波器进行参数化以满足特定的基本属性。参数化显然取决于标准化的噪声频谱,理论上必须事先知道或估计该频谱。如果有此信息,则可以先使用线性滤波器将噪声白化,然后将CM方法应用于滤波后的数据。这样,只需在白噪声假设下进行参数设置,并且CM方法可以使用类似AR(2)的滤波器。但是,在应用中,不一定总是需要进行预增白。

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